Explicit formulae in probability and in statistical physics

Alain Comtet, Yves Tourigny

Published 2014-09-12Version 1

We consider two aspects of Marc Yor's work that have had an impact in statistical physics: firstly, his results on the windings of planar Brownian motion and their implications for the study of polymers; secondly, his theory of exponential functionals of Levy processes and its connections with disordered systems. Particular emphasis is placed on techniques leading to explicit calculations.